+26.8%
KDP vs FSLY
+2.5%
+24.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +2.6% |
| 7D | -0.8% | +4.9% | -5.6% | -0.7% |
| 30D | +9.7% | -33.5% | +43.2% | +9.3% |
| 3M | +17.6% | -44.6% | +62.3% | +17.0% |
| 6M | +25.8% | -9.2% | +35.0% | +25.7% |
| YTD | +33.9% | +63.3% | -29.4% | +33.3% |
| 1Y | +38.9% | +45.3% | -6.4% | +38.3% |
| 3Y | +26.8% | +3.7% | +23.0% | +24.4% |
| All | +26.8% | +2.5% | +24.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling